| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 266763.0774 | 315287.1339 | -48524.0565 | 1356599.5365 | 699867.1274 | 656732.409 |
| Total P&L (%) | 266.7631 | 315.2871 | -48.5241 | 1356.5995 | 699.8671 | 656.7324 |
| Avg Daily Profit (%) | 0.2161 | 0.2554 | -0.0393 | 0.2173 | 0.1686 | 0.1641 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -303570 | -52653 | -312351 | -995470 | -691934 | -890740 |
| Profit Factor | 1.365 | 2.8882 | 0.914 | 1.457 | 1.6541 | 1.3459 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 85 | 40 | 45 | 81 | 40 | 41 |
| Losing Trades | 28 | 16 | 12 | 32 | 16 | 16 |
| Profitability (%) | 75.2212 | 71.4286 | 78.9474 | 71.6814 | 71.4286 | 71.9298 |
| Ratio Avg Win / Avg Loss | 0.4496 | 1.1553 | 0.2437 | 0.5756 | 0.6616 | 0.5252 |
| Largest Winning Trade | 39533 | 39533 | 32530 | 600571 | 333516 | 600571 |
| Largest Losing Trade | -275430 | -35882 | -275430 | -741030 | -512990 | -741030 |
| Avg Bars in Trades | 62 | 69 | 56 | 62 | 69 | 56 |
| Avg Bars in Winners | 41 | 44 | 39 | 49 | 54 | 44 |
| Avg Bars in Losers | 126 | 130 | 121 | 97 | 105 | 89 |
| Bars Traded | 7108 | 3871 | 3237 | 7108 | 3871 | 3237 |
| Profit Streak | 35.9263 | 84.7596 | 35.9263 | 35.9263 | 84.7596 | 35.9263 |
| Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 431537 | -163370 | -755642 | 450609 | -167744 | -169345 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1234.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653062400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758867231741,
"expiration_time": 1761914592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 67,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
266763.0773526726,
315287.1338932101,
-48524.0565405374,
1356599.5364914676,
699867.1274418507,
656732.4090496165
],
[
266.763077,
315.287134,
-48.524057,
1356.599536,
699.867127,
656.732409
],
[
0.21612,
0.255432,
-0.039312,
0.217251,
0.168596,
0.164097
],
[
10,
10,
10,
10,
10,
10
],
[
-303570,
-52653,
-312351,
-995470,
-691934,
-890740
],
[
1.364982,
2.888214,
0.913952,
1.456995,
1.654067,
1.345922
],
[
113,
56,
57,
113,
56,
57
],
[
85,
40,
45,
81,
40,
41
],
[
28,
16,
12,
32,
16,
16
],
[
75.221239,
71.428571,
78.947368,
71.681416,
71.428571,
71.929825
],
[
0.449641,
1.155286,
0.24372,
0.575603,
0.661627,
0.525238
],
[
39533,
39533,
32530,
600571,
333516,
600571
],
[
-275430,
-35882,
-275430,
-741030,
-512990,
-741030
],
[
62,
69,
56,
62,
69,
56
],
[
41,
44,
39,
49,
54,
44
],
[
126,
130,
121,
97,
105,
89
],
[
7108,
3871,
3237,
7108,
3871,
3237
],
[
35.926293,
84.759627,
35.926293,
35.926293,
84.759627,
35.926293
],
[
6,
4,
3,
6,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
431537,
-163370,
-755642,
450609,
-167744,
-169345
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1234.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653062400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758867231741,
"expiration_time": 1761914592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 67,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|